+854.3%
AEIS vs ACM
+252.7%
+601.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -6.9% | +6.6% | -13.5% | -10.2% |
| 30D | -23.2% | +19.8% | -43.0% | -30.9% |
| 3M | -29.5% | -3.1% | -26.3% | -29.9% |
| 6M | -37.9% | -11.5% | -26.4% | -35.7% |
| YTD | +6.0% | -24.7% | +30.7% | +19.1% |
| 1Y | +1.2% | -45.1% | +46.3% | +36.5% |
| 3Y | +150.0% | -8.9% | +158.8% | +151.9% |
| 5Y | +141.9% | +5.4% | +136.5% | +124.1% |
| 10Y | +356.2% | +131.1% | +225.1% | +165.2% |
| All | +854.3% | +252.7% | +601.5% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling